I found the following roster lists for the 1912 Cuban League (officially, La Liga Nacional) in La Lucha (January 26, 1912), under the title “Los Jugadores Nacionales.” It’s interesting because it provides for many players both their patronym and matronym, thus adding some biographical detail that isn’t published anywhere in English (I don’t think I knew that Méndez’s full name was José Méndez Ramos, for example).
While some of the North American names are obviously mistaken or butchered (“Sam Top” for Louis Santop is the most egregious example), I’d think that the Cuban names here should by and large be considered pretty reliable.
On Habana’s roster we find Pedro Acosta y Fernández instead of future major leaguer José Acosta, as Figuereda has it, and Ben Taylor instead of his brother John “Steel Arm” Taylor (according to Riley, his name was Jonathan Boyce Taylor).
I will post a few similar lists I’ve found for Negro League teams. They can’t always be considered reliable, but in some cases they provide first names for players who don’t have them in the usual reference works.
UPDATE 11:25 pm: Roberto González Echevarría gives Méndez’s full name as “José de la Caridad Méndez Arco de Tejada” (Pride of Havana, p. 130).